+139.8%
CBOE vs UDR
-20.2%
+160.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -5.8% | -3.5% | -2.3% | -5.1% |
| 30D | -3.1% | -5.3% | +2.2% | -2.1% |
| 3M | -4.8% | -9.5% | +4.8% | -2.9% |
| 6M | -0.6% | -0.7% | +0.1% | -0.4% |
| YTD | +12.8% | -1.2% | +14.0% | +12.9% |
| 1Y | +19.8% | -5.7% | +25.5% | +20.9% |
| 3Y | +86.9% | +3.7% | +83.2% | +83.3% |
| All | +139.8% | -20.2% | +160.0% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling